Mark E. Paddrik

According to our database, Mark E. Paddrik authored at least 8 papers between 2012 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Contagion in Derivatives Markets.

Mark E. Paddrik, Sriram Rajan, H. Peyton Young

Manag. Sci., 2020

2018

An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications.

Anqi Liu, Cheuk Yin Jeffrey Mo, Mark E. Paddrik, Steve Y. Yang

Inf., 2018

2014

Visualizations for sense-making in financial market regulation.

Andrew Todd, William T. Scherer, Peter A. Beling, Mark E. Paddrik, Richard Haynes

Proceedings of the 2014 IEEE International Conference on Big Data (IEEE BigData 2014), 2014

2013

Regulatory management of distressed financial markets using simulation.

Mark E. Paddrik, Gerard P. Learmonth

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

A study of dark pool trading using an agent-based model.

Sheung Yin Kevin Mo, Mark E. Paddrik, Steve Y. Yang

Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2013

2012

Agent based model of the e-mini future: application for policy making.

Roy Hayes, Mark E. Paddrik, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer

Proceedings of the Winter Simulation Conference, 2012

Behavior based learning in identifying High Frequency Trading strategies.

Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei Kirilenko, Peter A. Beling, William T. Scherer

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

An agent based model of the E-Mini S&P 500 applied to flash crash analysis.

Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, Peter A. Beling, William T. Scherer

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012